Problem in the cold...

Hey can anyone help me out here, my 94 Cavalier has some problems when it's in 20 to 30 degree weather. When it is started in the morning, after being that cold all night, the inside heating/cooling system doesn't work, the stereo doesn't work and the electric windows won't work. Any ideas? I figure it's something electrical, but I have no idea how to diagnose it as it only takes place in cold weather and I live in San Diego!!! (I'll be moving to the cold soon, so I really need to figure it out now) Thanks! Dee :)